CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 26-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2013 |
26-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
444.8 |
446.6 |
1.8 |
0.4% |
432.2 |
| High |
449.7 |
447.0 |
-2.7 |
-0.6% |
454.0 |
| Low |
443.1 |
438.7 |
-4.4 |
-1.0% |
430.0 |
| Close |
447.4 |
441.0 |
-6.4 |
-1.4% |
446.6 |
| Range |
6.6 |
8.3 |
1.7 |
25.8% |
24.0 |
| ATR |
9.5 |
9.4 |
-0.1 |
-0.6% |
0.0 |
| Volume |
9,051 |
16,660 |
7,609 |
84.1% |
168,834 |
|
| Daily Pivots for day following 26-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
467.1 |
462.4 |
445.6 |
|
| R3 |
458.8 |
454.1 |
443.3 |
|
| R2 |
450.5 |
450.5 |
442.5 |
|
| R1 |
445.8 |
445.8 |
441.8 |
444.0 |
| PP |
442.2 |
442.2 |
442.2 |
441.4 |
| S1 |
437.5 |
437.5 |
440.2 |
435.7 |
| S2 |
433.9 |
433.9 |
439.5 |
|
| S3 |
425.6 |
429.2 |
438.7 |
|
| S4 |
417.3 |
420.9 |
436.4 |
|
|
| Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
515.5 |
505.1 |
459.8 |
|
| R3 |
491.5 |
481.1 |
453.2 |
|
| R2 |
467.5 |
467.5 |
451.0 |
|
| R1 |
457.1 |
457.1 |
448.8 |
462.3 |
| PP |
443.5 |
443.5 |
443.5 |
446.2 |
| S1 |
433.1 |
433.1 |
444.4 |
438.3 |
| S2 |
419.5 |
419.5 |
442.2 |
|
| S3 |
395.5 |
409.1 |
440.0 |
|
| S4 |
371.5 |
385.1 |
433.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
450.8 |
437.3 |
13.5 |
3.1% |
7.8 |
1.8% |
27% |
False |
False |
19,164 |
| 10 |
454.0 |
425.9 |
28.1 |
6.4% |
9.7 |
2.2% |
54% |
False |
False |
29,994 |
| 20 |
454.0 |
422.0 |
32.0 |
7.3% |
9.6 |
2.2% |
59% |
False |
False |
36,501 |
| 40 |
454.0 |
385.6 |
68.4 |
15.5% |
9.5 |
2.2% |
81% |
False |
False |
33,696 |
| 60 |
454.0 |
385.6 |
68.4 |
15.5% |
8.7 |
2.0% |
81% |
False |
False |
26,942 |
| 80 |
454.0 |
385.6 |
68.4 |
15.5% |
9.1 |
2.1% |
81% |
False |
False |
21,667 |
| 100 |
454.0 |
347.3 |
106.7 |
24.2% |
9.3 |
2.1% |
88% |
False |
False |
18,273 |
| 120 |
454.0 |
347.3 |
106.7 |
24.2% |
9.4 |
2.1% |
88% |
False |
False |
15,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
482.3 |
|
2.618 |
468.7 |
|
1.618 |
460.4 |
|
1.000 |
455.3 |
|
0.618 |
452.1 |
|
HIGH |
447.0 |
|
0.618 |
443.8 |
|
0.500 |
442.9 |
|
0.382 |
441.9 |
|
LOW |
438.7 |
|
0.618 |
433.6 |
|
1.000 |
430.4 |
|
1.618 |
425.3 |
|
2.618 |
417.0 |
|
4.250 |
403.4 |
|
|
| Fisher Pivots for day following 26-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
442.9 |
444.8 |
| PP |
442.2 |
443.5 |
| S1 |
441.6 |
442.3 |
|